+89.6%
BURL vs BWA
+47.7%
+41.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.7% | +2.7% | -1.3% |
| 7D | +3.5% | -10.8% | +14.3% | +6.9% |
| 30D | -9.3% | -25.0% | +15.7% | -1.3% |
| 3M | -32.1% | -28.6% | -3.5% | -25.3% |
| 6M | -19.8% | -16.6% | -3.2% | -17.0% |
| YTD | -13.2% | +6.3% | -19.5% | -20.3% |
| 1Y | -7.8% | +7.2% | -15.0% | -15.9% |
| All | +89.6% | +47.7% | +41.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling